Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268440.2274 | 203329.1409 | 65111.0865 | 550256.7671 | 396447.1923 | 153809.5748 |
Total P&L (%) | 268.4402 | 203.3291 | 65.1111 | 550.2568 | 396.4472 | 153.8096 |
Avg Daily Profit (%) | 0.5154 | 0.3904 | 0.125 | 0.3601 | 0.3081 | 0.179 |
Buy And Hold Return (%) | 83.316 | 83.316 | 83.316 | 83.316 | 83.316 | 83.316 |
Max Trade Drawdown | -42282 | -54270 | -19525 | -187850 | -219633 | -95687 |
Profit Factor | 1.9365 | 2.3121 | 1.4945 | 1.5785 | 1.7424 | 1.3686 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 43.9716 | 38.0282 | 50 | 43.9716 | 38.0282 | 50 |
Ratio Avg Win / Avg Loss | 2.4675 | 3.7679 | 1.4945 | 2.0113 | 2.8395 | 1.3686 |
Largest Winning Trade | 120349 | 120349 | 21925 | 212814 | 212814 | 64475 |
Largest Losing Trade | -19597 | -19597 | -11473 | -87428 | -87428 | -45150 |
Avg Bars in Trades | 174 | 170 | 179 | 174 | 170 | 179 |
Avg Bars in Winners | 246 | 280 | 220 | 246 | 280 | 220 |
Avg Bars in Losers | 118 | 102 | 138 | 118 | 102 | 138 |
Bars Traded | 24636 | 12075 | 12561 | 24636 | 12075 | 12561 |
Profit Streak | 14.5263 | 17.1722 | 0 | 14.5263 | 17.1722 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328746 | -81914 | -285653 | 363251 | -81312 | -94996 |
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{ "first_band": { "type": "midprice", "factors": { "length": 242, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 59, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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